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Lassas, Matti; Saksman, Eero; Siltanen, Samuli Discretization-invariant Bayesian inversion and Besov space priors. (English) Zbl 1191.62046 Inverse Probl. Imaging 3, No. 1, 87-122 (2009). MSC: 62F15 60F17 42C40 65C20 46N30 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Matache, Ana-Maria; Schwab, Christoph; Wihler, Thomas P. Fast numerical solution of parabolic integro-differential equations with applications in finance. (English) Zbl 1098.65123 SIAM J. Sci. Comput. 27, No. 2, 369-393 (2005). Reviewer: Lechoslaw Hącia (Poznań) MSC: 65R20 45K05 60J75 65T60 91G60 × Cite Format Result Cite Review PDF Full Text: DOI